Author:
Barndorff-Nielsen Ole E.,Corcuera José Manuel,Podolskij Mark
Publisher
Springer Berlin Heidelberg
Reference23 articles.
1. Aldous, D.J., Eagleson, G.K.: On mixing and stability of limit theorems. Ann. Probab. 6(2), 325–331 (1978)
2. Barndorff-Nielsen, O.E., Schmiegel, J.: Brownian semistationary processes and volatility/intermittency. In: Albrecher, H., Rungaldier, W., Schachermeyer, W. (eds.) Advanced Financial Modelling. Radon Series of Computational and Applied Mathematics, vol. 8, pp. 1–26. W. de Gruyter, Berlin (2009)
3. Barndorff-Nielsen, O.E., Shephard, N.: Power and bipower variation with stochastic volatility and jumps (with discussion). J. Financ. Econom. 2, 1–48 (2004)
4. Barndorff-Nielsen, O.E., Shephard, N.: Econometrics of testing for jumps in financial economics using bipower variation. J. Financ. Econom. 4, 1–30 (2006)
5. Barndorff-Nielsen, O.E., Graversen, S.E., Jacod, J., Podolskij, M., Shephard, N.: A central limit theorem for realised power and bipower variations of continuous semimartingales. In: Kabanov, Yu., Liptser, R., Stoyanov, J. (eds.) From Stochastic Calculus to Mathematical Finance: Festschrift in Honour of A.N. Shiryaev, pp. 33–68. Springer, Heidelberg (2006)
Cited by
17 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献